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An entropy-based approach for nonparametrically testing simple probability distribution hypotheses

Mittelhammer, Ron C.; Judge, George G.; Henry, Miguel - In: Econometrics : open access journal 10 (2022) 1, pp. 1-19

In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing methodology relies on the characteristic function of the...

Persistent link: https://www.econbiz.de/10012805047

Minimum divergence moment based binary response models : estimation and inference

Mittelhammer, Ron C.; Judge, George G.; Miller, Douglas J. - 2005

Persistent link: https://www.econbiz.de/10003718464

A minimum power divergence class of CDFs and estimators for binary choice models

Mittelhammer, Ron C. (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003769109

Robust moment based estimation and inference : the generalized Cressie-Read estimator

Mittelhammer, Ron C.; Judge, George G. - In: Statistical inference, econometric analysis and matrix …, (pp. 163-177). 2009

Persistent link: https://www.econbiz.de/10003780981

Empirical evidence concerning the finite sample performance of EL-type structural equation estimation and inference methods

Mittelhammer, Ron C.; Judge, George G.; Schoenberg, Ronald - In: Identification and inference for econometric models : …, (pp. 282-305). 2005

Persistent link: https://www.econbiz.de/10003352560

Estimation and inference in the case of compting sets of estimating equations

Judge, George G.; Mittelhammer, Ron C. - In: Journal of econometrics 138 (2007) 2, pp. 513-531

Persistent link: https://www.econbiz.de/10003464297

A family of empirical likelihood functions and estimators for the binary response model

Mittelhammer, Ron C.; Judge, George G. - In: Journal of econometrics 164 (2011) 2, pp. 207-217

Persistent link: https://www.econbiz.de/10009301941

A minimum mean squared error semiparametric combining estimator

Judge, George G.; Mittelhammer, Ron C. - In: Essays in honor of Jerry Hausman, (pp. 55-85). 2012

Persistent link: https://www.econbiz.de/10009709146

A risk superior semiparametric estimator for overidentified linear models

Judge, George G.; Mittelhammer, Ron C. - In: 30th anniversary edition, (pp. 237-255). 2012

Persistent link: https://www.econbiz.de/10009711927

Combining estimators to improve structural model estimation and inference under quadratic loss

Mittelhammer, Ron C.; Judge, George G. - In: Journal of econometrics 128 (2005) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10003002287